Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1741400.2956 | 1708694.7571 | 32705.5385 | 1617049.2195 | 566936.2017 | 1050113.0177 |
Total P&L (%) | 1741.4003 | 1708.6948 | 32.7055 | 1617.0492 | 566.9362 | 1050.113 |
Avg Daily Profit (%) | 0.7671 | 0.7527 | 0.0144 | 0.1253 | 0.0836 | 0.1077 |
Buy And Hold Return (%) | 131.1337 | 131.1337 | 131.1337 | 131.1337 | 131.1337 | 131.1337 |
Max Trade Drawdown | -119668 | -52173 | -145903 | -3012783 | -1706060 | -1547059 |
Profit Factor | 4.4306 | 8.4666 | 1.1173 | 1.265 | 1.1894 | 1.3379 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 42.4242 | 42.4242 | 42.4242 | 42.4242 | 42.4242 | 42.4242 |
Ratio Avg Win / Avg Loss | 6.013 | 11.4904 | 1.5164 | 1.7168 | 1.6142 | 1.8157 |
Largest Winning Trade | 1349667 | 1349667 | 64444 | 1169144 | 1169144 | 983452 |
Largest Losing Trade | -49913 | -35750 | -49913 | -840053 | -840053 | -654200 |
Avg Bars in Trades | 65 | 57 | 72 | 65 | 57 | 72 |
Avg Bars in Winners | 105 | 97 | 113 | 105 | 97 | 113 |
Avg Bars in Losers | 35 | 28 | 42 | 35 | 28 | 42 |
Bars Traded | 4312 | 1905 | 2407 | 4312 | 1905 | 2407 |
Profit Streak | 0 | 0 | 168.9728 | 0 | 0 | 168.9728 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111461 | 659493 | -431735 | -156026 | -96897 | -49426 |
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{ "first_band": { "type": "ssf", "factors": { "length": 163, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "ANKR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4540, "evaluation_days": 2270, "actual_first_datapoint_time": 1563883200000, "first_datapoint_time": 1564790400000, "last_datapoint_time": 1759968000000, "evaluation_time": 1760008849628, "expiration_time": 1765851840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 163, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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